Electricity Demand Forecasting of Value-at-Risk and Expected Shortfall: The South African Context

The energy landscape, particularly in the electricity sector, is characterised by a complex interplay of various factors that contribute to its inherent volatility. Electricity participants, including investors, regulators, consumers, and policymakers, are constantly seeking methods to better un...

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Bibliographic Details
Main Authors: Bofelo Moemedi Masilo, Katleho Makatjane
Format: Article
Language:English
Published: EconJournals 2024-12-01
Series:International Journal of Energy Economics and Policy
Subjects:
Online Access:https://econjournals.com./index.php/ijeep/article/view/16995